Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism
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- Ahmad K. Naimzada & Giorgio Ricchiuti, 2014. "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(3), pages 233-247, November.
References listed on IDEAS
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- Alessandro Carraro & Giorgio Ricchiuti, 2014. "Heterogeneous Fundamentalists and Market Maker Inventories," Working Papers - Economics wp2014_16.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- repec:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0506-8 is not listed on IDEAS
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Keywordsmathematical economics; chaos; heterogeneous interacting agents; financial markets.;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
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